Unless I'm missing a player or two, these are the pertinent lists:
Players who won multiple Open Era Majors:
1. Federer
2. Nadal
3. Djokovic
4. Sampras
5. Borg
6. Connors
7. Lendl
8. Agassi
9. McEnroe
10. Wilander
11. Becker
12. Edberg
13. Laver
14 Newcombe
15. Courier
16. Vilas
17. Ashe
18. Kodes
19. Murray
20. Wawrinka
21. Rosewall
22. Kuerten
23. Kodes
24. Smith
25. Nastase
26. Bruguera
27. Kafelnikov
28. Safin
29. Hewitt
30. Kriek
Other than Kriek (who won 2 diluted Australian Opens), that's 29 players above Thiem and Zverev.
Players who won 1 Major in the Open Era:
1. Gimeno
2. Orantes
3. Edmondson
4. Panatta
5. Tanner
6. Gerulaitis
7. Teacher
8. Noah
9. Cash
10. Chang
11. Gomez
12. Stich
13. Muster
14. Krajicek
15. Korda
16. Moya
17. Ivanišević
18. Johansson
19. Costa
20. Ferrero
21. Roddick
22. Gaudio
23. del Potro
24. Cilic
25. Thiem
We can remove Edmondson and Teacher, who also won diluted Australian Opens.
So, how many of the remaining 22 players are ahead of Thiem? How many are ahead of Zverev? And are there others in the "best player never to win a Major" who are ahead of Zverev like Mecir, Corretja, etc.?